Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$322M |
| 2 |
Walmart Inc
WMT
|
+$220M |
| 3 |
Verizon
VZ
|
+$206M |
| 4 |
Home Depot
HD
|
+$171M |
| 5 |
GXO Logistics
GXO
|
+$165M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Charter Communications
CHTR
|
+$289M |
| 2 |
ALXN
Alexion Pharmaceuticals
ALXN
|
+$241M |
| 3 |
SYKE
SYKES Enterprises Inc
SYKE
|
+$165M |
| 4 |
Huntington Bancshares
HBAN
|
+$150M |
| 5 |
Microsoft
MSFT
|
+$149M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 17.99% |
| 2 | Technology | 16.38% |
| 3 | Industrials | 12.91% |
| 4 | Consumer Discretionary | 11.39% |
| 5 | Healthcare | 11.09% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2201
Biglari Holdings Class B
BH
$1.12B
| $13.1M | ﹤0.01% |
76,396
-248
| -0.3% | -$41.7K |
|
2202
NACCO Industries
NC
$283M
| $13.1M | ﹤0.01% |
438,493
-5,811
| -1% | -$152K |
|
2203
Twist Bioscience
TWST
$10.3B
| $13.1M | ﹤0.01% |
122,277
+100,473
| +461% | +$11.5M |
|
2204
Icon
ICLR
$13.1B
| $13.1M | ﹤0.01% |
+49,845
| New | +$12.1M |
|
2205
Coca-Cola Femsa
KOF
$23.6B
| $13M | ﹤0.01% |
231,535
-1,772
| -0.8% | -$99.2K |
|
|
SPNS
2206
DELISTED
Sapiens International
SPNS
| $13M | ﹤0.01% |
452,307
+1,751
| +0.4% | +$47.9K |
|
|
BFIN
2207
DELISTED
BankFinancial
BFIN
| $13M | ﹤0.01% |
1,129,972
-57,236
| -5% | -$650K |
|
2208
Qiagen
QGEN
$9.16B
| $12.8M | ﹤0.01% |
234,433
+175,960
| +301% | +$9.8M |
|
|
TTM
2209
DELISTED
Tata Motors Limited
TTM
| $12.8M | ﹤0.01% |
572,716
+121,824
| +27% | +$2.48M |
|
|
ESTE
2210
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
| $12.8M | ﹤0.01% |
1,391,322
+30,255
| +2% | +$278K |
|
|
EGLE
2211
DELISTED
Eagle Bulk Shipping Inc.
EGLE
| $12.8M | ﹤0.01% |
253,826
-2,902
| -1% | -$131K |
|
2212
LSI Industries
LYTS
$756M
| $12.7M | ﹤0.01% |
1,644,012
-50,499
| -3% | -$385K |
|
2213
Nutanix
NTNX
$18.9B
| $12.7M | ﹤0.01% |
337,822
+96,946
| +40% | +$3.66M |
|
2214
Arlo Technologies
ARLO
$1.44B
| $12.7M | ﹤0.01% |
1,975,804
-322,690
| -14% | -$2.01M |
|
2215
Qfin Holdings
QFIN
$1.01B
| $12.7M | ﹤0.01% |
623,805
+176,413
| +39% | +$4.16M |
|
2216
Natera
NTRA
$52.8B
| $12.7M | ﹤0.01% |
113,641
+16,910
| +17% | +$1.94M |
|
2217
Riverview Bancorp
RVSB
$115M
| $12.6M | ﹤0.01% |
1,739,881
-16,121
| -0.9% | -$116K |
|
|
PLAN
2218
DELISTED
Anaplan, Inc.
PLAN
| $12.6M | ﹤0.01% |
207,719
+42,914
| +26% | +$2.55M |
|
|
IHC
2219
DELISTED
Independence Holding Company
IHC
| $12.6M | ﹤0.01% |
254,025
-882
| -0.3% | -$40.6K |
|
2220
Dimensional World ex US Core Equity 2 ETF
DFAX
$12.6B
| $12.6M | ﹤0.01% |
+486,329
| New | +$12.9M |
|
2221
Amtech Systems
ASYS
$243M
| $12.6M | ﹤0.01% |
1,098,983
+5,814
| +0.5% | +$59.5K |
|
2222
BlackLine
BL
$1.66B
| $12.5M | ﹤0.01% |
106,122
-1,535
| -1% | -$176K |
|
|
CYBE
2223
DELISTED
Cyberoptics Corp
CYBE
| $12.5M | ﹤0.01% |
351,821
+308
| +0.1% | +$12.5K |
|
2224
Alpha Metallurgical Resources
AMR
$2.34B
| $12.5M | ﹤0.01% |
251,157
+72,324
| +40% | +$2.6M |
|
2225
Wheaton Precious Metals
WPM
$69.1B
| $12.5M | ﹤0.01% |
332,117
+4,129
| +1% | +$180K |
|
Similar funds
Dimensional Fund Advisors's Q3 2021 Portfolio in Review
As of Q3 2021, Dimensional Fund Advisors held 3,591 positions worth $310B, down 1.7% from $316B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Dimensional Fund Advisors's Q3 2021 filing shows 132 new, 1,522 increased, 1,724 reduced and 94 closed positions. Its largest new stake was GXO Logistics: 2,101,029 shares worth $165M. The largest sale was Charter Communications, an estimated $289M.
By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 18% a quarter earlier, followed by Technology and Industrials.
- Dimensional Fund Advisors's largest Q3 2021 buy was GXO Logistics: 2,101,029 shares worth $165M.
- Dimensional Fund Advisors added most to Amazon in Q3 2021, an estimated $322M increase.
- Dimensional Fund Advisors's biggest Q3 2021 reduction was Charter Communications, cutting an estimated $289M.
- Dimensional Fund Advisors fully exited Alexion Pharmaceuticals in Q3 2021, selling an estimated $241M.
- Dimensional Fund Advisors's ten largest holdings make up 11% of its $310B portfolio in Q3 2021.
- Dimensional Fund Advisors opened 132 new positions and closed 94 in Q3 2021.
- Dimensional Fund Advisors's portfolio value fell 1.7% quarter-over-quarter to $310B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2021, filed 12 Nov 2021.